Does the output need to to be linear? I can manage a 36 to 2.5 volt sweep. Using a 0- about 4 volt control signal. And cheap components 2n5460 and TL431. But the output is not linear in respect to the control voltage

I found a cheap opamp that is rated up to 44 volt supply in single supply mode. It is the MC33171, and it is not exotic in any way. But I do not know how well it can sink current so I came up with this conceptual design (stress on conceptual). It should do what you want. But this will not solve your negative voltage needs. So my suggestion is that you put together two boards of this type to create a dual supply. And then use an optocoupler to transfer the control information to the other board, that will function as a slave board. You PWM (a thought that not really thrill me) or a cheap 8 pin 10 to 12 bit DA. Controlled by SPI. For controlling the output voltage.
A thing I have not evaluated in this design. Is temperature drift in the FET